+333.8%
RCAT vs IBN
+57.3%
+276.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.6% |
| 7D | -5.9% | +1.9% | -7.8% | -6.7% |
| 30D | -19.7% | +22.1% | -41.8% | -27.3% |
| 3M | -62.9% | +17.1% | -80.0% | -65.6% |
| 6M | -59.6% | +35.5% | -95.1% | -65.6% |
| YTD | -52.1% | +16.8% | -68.9% | -56.7% |
| 1Y | -50.9% | +12.4% | -63.3% | -54.6% |
| 3Y | +333.8% | +58.0% | +275.7% | +233.1% |
| All | +333.8% | +57.3% | +276.5% | +233.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IBN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling